In 2011, McKelvey was awarded a Guggenheim Fellowship in General Nonfiction. McKelvey also won an Alicia Patterson Journalism Fellowship[4] in 2010 to research and write about the military's black operations. For her investigative work on national security, McKelvey was supported by not only the Alicia Patterson Foundation but also Northwestern University's Carnegie National Security Journalism Initiative.[3] McKelvey, a fellow at Joan Shorenstein Center on the Press, Politics and Public Policy at Harvard University, wrote on the relationship between the media and US covert operations.[3]

McKelvey is also a research fellow at New York University School of Law’s Center on Law and Security, an Ochberg Fellow under the Dart Center for Journalism and Trauma, a Hoover Media Fellow at Stanford University’s Hoover Institution, and lastly she is a fellow with the Templeton-Cambridge Fellowship in Religion and Science program and in an International Reporting Project done by Johns Hopkins University.[5]